DOI: https://doi.org/10.15368/theses.2021.115
Available at: https://digitalcommons.calpoly.edu/theses/2646
Date of Award
6-2021
Degree Name
MS in Electrical Engineering
Department/Program
Electrical Engineering
College
College of Engineering
Advisor
Xiao-Hua (Helen) Yu
Advisor Department
Electrical Engineering
Advisor College
College of Engineering
Abstract
Assessing the financial health of organizations remains a topic of great interest to economists, financial institutions, and invested stakeholders. For more than a century, research into financial distress has focused primarily on traditional applications of statistical analysis; however, modern advances in computational efficiency have created a significant opportunity for more sophisticated approaches. This thesis investigates the application of artificial intelligence on company bankruptcy prediction. The proposed neural network model is evaluated using the Polish Companies Bankruptcy dataset and yields a 5-year prediction accuracy of 96.5% and an AUC (area under receiver operating characteristic curve) measure of 92.4%.